Combine the wine and aniseed in a small bowl and allow to steep for 3 hours.
Strain and reserve the wine.
Measure the yeast, 3 cups of the flour, the sugar, and 1 teaspoon of salt into a large mixing bowl. Stir until well blended.
Make a well in the center. Combine the milk and butter in a saucepan. Heat and stir over medium heat until the butter is melted and the milk is hot.
Pour the hot milk mixture into the well in the flour mixture. Stir until mixed, then beat until the batter becomes satiny and smooth.
Beat in the egg yolks, the pinch of salt, the lemon extract, strained wine, and remaining flour. Mix until the dough is smooth and all the flour is incorporated.
The dough will be soft. Cover the dough and let rise for 2 hours or until doubled.
Lightly grease a baking sheet or cover with parchment paper.
Turn the dough out onto a floured surface. Divide into 12 equal parts. Shape each into a smooth, round ball.
Place them 10 cm apart, smooth side up, on the prepared baking sheet.
Cover and let rise in a warm place until doubled, about 30 minutes.
Preheat the oven to 180 °C.
With a sharp knife slash 3 deep cuts on the top of each bun, making the slashes about 4 cm long.
Bake for 20 to 25 minutes, until golden. Cool on a wire rack.